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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marsh & McLennan Companies (MMC) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.1
Avg Daily Volume: 1,768,711    Market Cap: 97.75B
Sector: Financial    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 17, 2024 BO 1.1 $227.91 @$230.00 $10.95
($227.91)
4.76% 1.92% I -0.43% I $226.92 $9.30
( $226.92 )
-15.07%
July 18, 2024 BO 1.2 $220.66 @$220.00 $8.65
($220.66)
3.93% -2.72% I -1.46% I $217.42 $7.12
( $217.42 )
-17.69%
April 18, 2024 BO 1.1 $197.62 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.0 $198.69 @$200.00
Oct. 19, 2023 BO 1.1 $189.65 @$190.00
July 20, 2023 BO 1.2 $187.36 @$185.00
April 20, 2023 BO 1.2 $173.56 @$175.00
Jan. 26, 2023 BO 1.2 $173.28 @$175.00
Oct. 20, 2022 BO 1.3 $156.97 @$155.00
July 21, 2022 BO 1.3 $153.45 @$155.00

 
 
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